Re: [Help-glpk] typo in mip gap formula on wikibook page

[Heinrich Schuchardt]

Hello Michael,

 

the current definition of the MIP gap is compatible to other optimizers like CPLEX.

 

The advantage of the current definition has the advantage of beeing meaningful to the

end user.

 

If the gap is 1 % and the current MIP solution costs me 1 Mio Euro, I know that even

if there is a better solution, it cannot be better by more than 9901 Euro. Your proposed

definition would not have such economic significance.

 

Best regards

 

Heinrich Schuchardt

I'd suggest that a better denominator would be |best_mip - root_lp|

That would make the formula immune to shifts and scalings.
It would also ensure that the gap was never greater than 100% .

--
Michael address@hidden
"On Monday, I'm gonna have to tell my kindergarten class,
whom I teach not to run with scissors,
that my fiance ran me through with a broadsword." -- Lily

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